An Analysis of the Fractional-Order Option Pricing Problem for Two Assets by the Generalized Laplace Variational Iteration Approach
An option is the right to buy or sell a good at a predetermined price in the future. For customers or financial companies, knowing an option’s pricing is crucial. It is well recognized that the Black–Scholes model is an effective tool for estimating the cost of an option. The Black–Scholes equation...
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Article |
| Published: |
2023
|
| Subjects: | |
| Online Access: | https://repository.li.mahidol.ac.th/handle/123456789/86910 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Mahidol University |
Be the first to leave a comment!